Anic Equity¶

Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.549 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47314.09 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45928.87 Kr¶

PnL: ---------------------------------------> -959.7 Kr¶

DD now: ---------------------------------> -2.706 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:00:02.625020'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -0.461 %¶

Total¶

Return: 54.894 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.170000 3088.800000 117.800000 3.960000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.400000 3440.000000 63.000000 1.870000 3377.000000
Corem Property Group B 59 0.770000 615.960000 38.960000 6.750000 576.999999
Norva24 Group 16 -0.280000 574.400000 31.400000 5.780000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.770000 381.100000 26.100000 7.350000 355.000000
AcadeMedia 12 0.000000 579.360000 22.360000 4.010000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
HMS Networks 2 0.000000 686.400000 13.400000 1.990000 673.000000
Intrum 4 0.040000 536.400000 9.400000 1.780000 527.000000
OEM International B 7 0.000000 536.200000 8.200000 1.550000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 0.000000 576.400000 2.400000 0.420000 573.999998
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Essity B 2 0.490000 574.000000 0.000000 0.000000 574.000000
Swedbank A 3 0.000000 562.950000 -1.050000 -0.190000 564.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Coor Service Management Hold. 8 0.000000 530.000000 -2.000000 -0.380000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Handelsbanken A 5 0.280000 541.750000 -4.250000 -0.780000 546.000000
Securitas B 6 0.000000 563.760000 -6.240000 -1.090000 570.000000
CTEK 13 0.000000 517.400000 -16.600000 -3.110000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Boozt 12 0.440000 1632.000000 -22.000000 -1.330000 1653.999996
Nordea Bank Abp 29 0.000000 3420.840000 -33.160000 -0.960000 3453.999992
Midsona B 63 0.000000 548.100000 -34.900000 -5.990000 582.999984
International Petroleum Corp. 5 1.110000 544.500000 -50.070000 -8.420000 594.565215
Vivesto 1368 0.000000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 0.000000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.000000 3641.300000 -114.700000 -3.050000 3756.000001
OX2 18 0.000000 1426.500000 -237.500000 -14.270000 1663.999992
Fasadgruppen Group 35 0.000000 3412.500000 -398.500000 -10.460000 3810.999990
Ovzon 52 0.000000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 45928.870000 -959.700000 -2.70574% 46888.564618

Updated:¶

'2023-01-20 09:00:16.111959'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶